How to import in a scene from FormZ?
3Ds is mostly considered an aging and hopelessly outdated file format it has intrinsic limitations and is therefore not a good format overall.

There are caps on the number of vertex an object can have, it only supports triangles (no quads or ngons), naming is also limited.

That being said it is still commonly used and relatively well suited for small models and simple objects.

DXF is an exchange file format mostly created for CAD data consisting of lines, arcs, hatches, etc.. It has support for meshes and 3D geometry but is mostly inadequate format for mesh based data since it's focus is on 2D CAD drawing data, paper spaces, layouts, etc.

It may work well if you are importing only 2D drawings like elevations, plans, sections etc, to use as reference for modelling directly in Blender. Otherwise for actual mesh based 3D data it is not the best format.

From the three available, OBJ seems to be the most suited for what you seem to want to achieve. OBJ is also considered an old file format, but has less limitations, and is more versatile than 3Ds and very widely supported in most modelling applications.

Should suit your workflow well enough.